Wang Zhen

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A numerical method for nonlinear fractional-order differential equations with constant or time-varying delay is devised. The order here is an arbitrary positive real number, and the differential operator is with the Caputo definition. The general Adams-Bashforth-Moulton method combined with the linear interpolation method is employed to approximate the(More)
A convergence analysis of the inexact Rayleigh quotient iteration and simplified Jacobi-Davidson method for the large Hermitian matrix eigen-problem. Abstract The inexact Rayleigh quotient iteration (RQI) is used for computing the smallest eigenpair of a large Hermitian matrix. Under certain condition, the method was proved to converge quadratically in(More)
The development of VLSI technology results in the dramatically improvement of the performance of integrated circuits. However, it brings more challenges to the aspect of reliability. Integrated circuits become more susceptible to soft errors. Therefore, it is imperative to study the reliability of circuits under the soft error. This paper implements three(More)
This paper investigates a mean-variance portfolio selection problem in continuous time with fixed and proportional transaction costs. Utilizing the dynamic programming, the Hamilton-Jacobi-Bellman (HJB) equation is derived, and the explicit closed form solution is obtained. Furthermore, the optimal strategies and efficient frontiers are also proposed for(More)
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